+12,903.2%
AJG vs SWK
+1,582.6%
+11,320.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.0% |
| 7D | +0.6% | +10.7% | -10.1% | -1.8% |
| 30D | +20.6% | +33.3% | -12.8% | +12.8% |
| 3M | +13.4% | +14.7% | -1.3% | +9.7% |
| 6M | +41.9% | +48.5% | -6.6% | +28.6% |
| YTD | +9.4% | +63.9% | -54.5% | -4.0% |
| 1Y | +13.6% | +80.4% | -66.9% | -2.8% |
| 3Y | +17.0% | +58.1% | -41.1% | -0.7% |
| 5Y | +82.9% | -24.5% | +107.4% | +81.6% |
| 10Y | +557.1% | +29.5% | +527.6% | +448.2% |
| All | +12,903.2% | +1,582.6% | +11,320.5% | +6,714.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling